Lookback options and dynamic fund protection under multiscale stochastic volatility
Hoi Ying Wong; Chun Man Chan
| Year of publication: |
2007
|
|---|---|
| Authors: | Wong, Hoi Ying ; Chan, Chun Man |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 40.2007, 3, p. 357-385
|
| Subject: | Finanzmathematik | Mathematical finance | Stochastisches Spiel | Stochastic game | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003755752